CondTotalVarIC: Generating function for CondTotalVarIC-class

In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description

Generates an object of class "CondTotalVarIC"; i.e., an influence curves eta of the form

eta = max(c(x), min(A x Lambda_f, b(x)))

with lower clipping function c, upper clipping function b and standardizing matrix A. Lambda_f stands for the L2 derivative of the corresponding error distribution.

Usage

CondTotalVarIC(name, CallL2Fam = call("L2RegTypeFamily"), 
        Curve = EuclRandVarList(RealRandVariable(
                Map = list(function(x) {x[1] * x[2]}),
                Domain = EuclideanSpace(dimension = 2))),
        Risks, Infos, 
        clipUp = RealRandVariable(Map = list(function(x) {Inf}), Domain = Reals()), 
        stand = as.matrix(1), 
        clipLo = RealRandVariable(Map = list(function(x) {-Inf}), Domain = Reals()), 
        lowerCase = NULL, neighborRadius = 0, neighborRadiusCurve = function(x){1})

Arguments

name	object of class "character".
CallL2Fam	object of class "call": creates an object of the underlying L2-differentiable regression type family.
Curve	object of class "EuclRandVarList"
Risks	object of class "list": list of risks; cf. RiskType-class.
Infos	matrix of characters with two columns named method and message: additional informations.
clipUp	object of class "RealRandVariable": upper clipping function.
clipLo	object of class "RealRandVariable": lower clipping function.
stand	matrix: standardizing matrix.
lowerCase	optional constant for lower case solution.
neighborRadius	radius of the corresponding conditional total variation neighborhood.
neighborRadiusCurve	radius curve of the corresponding conditional total variation neighborhood.

Value

Object of class "CondTotalVarIC"

Author(s)

Matthias Kohl [e-mail]

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

CondIC-class, CondTotalVarIC-class

Examples

IC1 <- CondTotalVarIC()
IC1

ROptRegTS documentation built on May 2, 2019, 3:40 p.m.